I would like to request a new Volume Dots Clustering option that would aggregate the volume dots by Price AND Type (i.e. Bid Volume/Ask Volume) similar to the Sierra Chart Time and Sales Setting (With Same Price and Type) that displays the traded volume aggregated by Bid Volume or Ask Volume traded at the same price.
https://www.sierrachart.com/index.php?p ... iceandType
This would be similar to the "Aggregate last trade" option in the "General Configuration > Data Display Menu" and the "Last Trade Column" on the Chart DOM.
I have tried using the current Volume display and clustering combinations in the currently available settings but none of the combinations have been able to produce the "Aggregate by Price and Type" clustering option that I would like to display and filter the volume dots on the chart.
I am requesting this new aggregation method for the volume dots so that I can more easily aggregate and filter when there are large trades at the bid or ask at the same price before an opposite trade at the bid or ask occurs. This would give me a more exact visual representation of the large aggressive orders on the chart.
Volume Dots: Aggregate by Price and Type
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